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EF

Empirical Finance Portfolio holdings

AUM $2.13B
1-Year Est. Return 29.56%
This Fund
S&P 500
This Quarter Est. Return
+3.78%
1 Year Est. Return
+29.56%
3 Year Est. Return
+97.59%
5 Year Est. Return
+123.59%
10 Year Est. Return
–
AUM
$148M
AUM Growth
–
Cap. Flow
+$146M
Cap. Flow %
98.7%
Top 10 Hldgs %
59.19%
Holding
689
New
689
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
QVAL icon
Alpha Architect US Quantitative Value ETF
QVAL
+$22.9M
2
IVAL icon
Alpha Architect International Quantitative Value ETF
IVAL
+$19.7M
3
QMOM icon
Alpha Architect US Quantitative Momentum ETF
QMOM
+$17.1M
4
IMOM icon
Alpha Architect International Quantitative Momentum ETF
IMOM
+$13.8M
5
PDBC icon
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
+$3.43M

Top Sells

No sells this quarter

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 11.77%
2 Technology 5.08%
3 Consumer Staples 3.92%
4 Industrials 3.69%
5 Healthcare 3.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PEP icon
101
PepsiCo
PEP
$195B
$71K 0.05%
+676
New +$70.8K
PM icon
102
Philip Morris
PM
$312B
$64K 0.04%
+696
New +$64.5K
QCOM icon
103
Qualcomm
QCOM
$172B
$62K 0.04%
+943
New +$63.4K
GS icon
104
Goldman Sachs
GS
$305B
$60K 0.04%
+249
New +$50.6K
MO icon
105
Altria Group
MO
$125B
$60K 0.04%
+875
New +$56.3K
MA icon
106
Mastercard
MA
$497B
$54K 0.04%
+523
New +$54.1K
MCD icon
107
McDonald's
MCD
$194B
$54K 0.04%
+436
New +$51.1K
MMM icon
108
3M
MMM
$94.1B
$52K 0.04%
+347
New +$50.1K
BA icon
109
Boeing
BA
$175B
$51K 0.03%
+327
New +$47.8K
AMGN icon
110
Amgen
AMGN
$212B
$49K 0.03%
+333
New +$50.1K
TGT icon
111
Target
TGT
$65.5B
$49K 0.03%
+665
New +$48.1K
UPS icon
112
United Parcel Service
UPS
$89.7B
$47K 0.03%
+405
New +$45.6K
ABBV icon
113
AbbVie
ABBV
$465B
$45K 0.03%
+703
New +$42.9K
RTX icon
114
RTX Corp
RTX
$295B
$45K 0.03%
+642
New +$42.6K
BMY icon
115
Bristol-Myers Squibb
BMY
$130B
$43K 0.03%
+727
New +$39.7K
AIG icon
116
American International
AIG
$42.9B
$42K 0.03%
+638
New +$40.1K
CVS icon
117
CVS Health
CVS
$140B
$42K 0.03%
+523
New +$42.3K
GRMN
118
Garmin
GRMN
$48.9B
$42K 0.03%
+857
New +$42.7K
UNP icon
119
Union Pacific
UNP
$175B
$42K 0.03%
+400
New +$39.3K
USB icon
120
US Bancorp
USB
$100B
$42K 0.03%
+801
New +$38.1K
CELG
121
DELISTED
Celgene Corp
CELG
$42K 0.03%
+358
New +$39.9K
IWV icon
122
iShares Russell 3000 ETF
IWV
$19.5B
$41K 0.03%
+306
New +$39.7K
HON icon
123
Honeywell
HON
$78.3B
$40K 0.03%
+381
New +$38.7K
NKE icon
124
Nike
NKE
$63.9B
$40K 0.03%
+780
New +$40K
TWX
125
DELISTED
Time Warner Inc
TWX
$38K 0.03%
+393
New +$35K
3 4
5
6 7

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AAP
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BCM
Basswood Capital Management New York $2.12B AUM 19.53% 1-Year Est. Return
GS
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SC
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NAAA
New Age Alpha Advisors Rye, New York $2.15B AUM 27.2% 1-Year Est. Return
IVAV
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GA
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HJGA
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Empirical Finance's Q4 2016 Portfolio in Review

Q4 2016 is the first quarter with a 13F filing on record for Empirical Finance, which disclosed 689 positions worth $148M. Its ten largest holdings account for 59% of the portfolio.

Its largest position is Alpha Architect US Quantitative Value ETF: 953,832 shares worth $23.6M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 12% of assets, followed by Technology and Consumer Staples.

  • Empirical Finance's largest Q4 2016 buy was Alpha Architect US Quantitative Value ETF: 953,832 shares worth $23.6M.
  • Empirical Finance's ten largest holdings make up 59% of its $148M portfolio in Q4 2016.
  • Empirical Finance disclosed 689 positions in Q4 2016, its first 13F filing on record.

Based on Empirical Finance's 13F filing for Q4 2016, filed 13 Feb 2017.